Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.326858 0.358483 0.392903 0.433335 0.479771 0.531722 0.594648
2025-02-16 0.284110 0.324083 0.370078 0.427480 0.497999 0.582881 0.694461
2025-02-23 0.248650 0.291793 0.343502 0.411049 0.498499 0.610146 0.767342
2025-03-02 0.220675 0.264773 0.319357 0.393342 0.493380 0.627681 0.828594
2025-03-09 0.205741 0.252095 0.311269 0.394415 0.511819 0.677756 0.942448
2025-03-16 0.197099 0.246378 0.311176 0.405487 0.544558 0.751791 1.105708
2025-03-23 0.187669 0.238606 0.307301 0.410404 0.568420 0.815536 1.265718
2025-03-30 0.178422 0.230208 0.301613 0.411739 0.586510 0.872313 1.426121
2025-04-06 0.169202 0.221084 0.294000 0.409172 0.597709 0.918812 1.578109
2025-04-13 0.157422 0.207525 0.278899 0.393569 0.585553 0.922470 1.645219
2025-04-20 0.151474 0.201947 0.275098 0.395235 0.602365 0.980638 1.842150
2025-04-27 0.145663 0.196172 0.270523 0.395101 0.615804 1.034293 2.044482
2025-05-04 0.139171 0.189203 0.263934 0.391545 0.623589 1.080041 2.248322
2025-05-11 0.134361 0.184475 0.260481 0.392910 0.640565 1.147754 2.534944
2025-05-18 0.127313 0.175948 0.250472 0.382093 0.632995 1.161411 2.676826
2025-05-25 0.120196 0.166981 0.239255 0.368299 0.618125 1.156460 2.762803
2025-06-01 0.116902 0.163791 0.237203 0.370652 0.635761 1.229620 3.128388
2025-06-08 0.115526 0.163513 0.239855 0.381682 0.672506 1.356462 3.749856
2025-06-15 0.113113 0.161440 0.239350 0.386747 0.697238 1.458973 4.351974
2025-06-22 0.110234 0.158468 0.237124 0.388313 0.714455 1.545661 4.954567
2025-06-29 0.106909 0.154612 0.233151 0.386148 0.722944 1.610125 5.508864
2025-07-06 0.101795 0.147613 0.223375 0.371859 0.701753 1.584105 5.590594
2025-07-13 0.099530 0.145249 0.221621 0.373471 0.718386 1.675670 6.392329